Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721553
Wayne Zandbergen
There is a wide range of opinion regarding historical and theoretical causes of bank panics and financial crises. Current theory, and theory-based models, find little support in the historical record. This paper examines previous empirical findings based in detailed banking records and offers several new results based on detailed bank data from 1893 Helena, Montana. These findings suggest modeling bank panics as psycho-social events. The Bank Depositor Model (BDM) builds upon a model previously designed to examine emotions within a group (Bosse et al., 2009). BDM represents bank depositor behavior as resulting from a combination of heterogeneous agent (depositor) attributes, views expressed by those in an agents social network and exogenous events that may alter an agents receptiveness to positive or negative views. Initial results conform with the described empirical facts.
关于银行恐慌和金融危机的历史和理论原因，众说纷纭。目前的理论，以及基于理论的模型，在历史记录中几乎找不到支持。本文根据详细的银行记录考察了以前的实证发现，并根据蒙大拿州海伦娜1893年的详细银行数据提供了几个新的结果。这些发现建议将银行恐慌建模为心理社会事件。银行存款人模型(BDM)建立在先前设计用于检查群体情绪的模型之上(Bosse et al.， 2009)。BDM表示银行存款人的行为是由异质代理(存款人)属性、代理社会网络中那些人表达的观点以及可能改变代理接受积极或消极观点的外生事件的组合所导致的。初步结果与所描述的经验事实相符。
{"title":"An empirically-grounded simulation of bank depositors","authors":"Wayne Zandbergen","doi":"10.1109/WSC.2013.6721553","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721553","url":null,"abstract":"There is a wide range of opinion regarding historical and theoretical causes of bank panics and financial crises. Current theory, and theory-based models, find little support in the historical record. This paper examines previous empirical findings based in detailed banking records and offers several new results based on detailed bank data from 1893 Helena, Montana. These findings suggest modeling bank panics as psycho-social events. The Bank Depositor Model (BDM) builds upon a model previously designed to examine emotions within a group (Bosse et al., 2009). BDM represents bank depositor behavior as resulting from a combination of heterogeneous agent (depositor) attributes, views expressed by those in an agents social network and exogenous events that may alter an agents receptiveness to positive or negative views. Initial results conform with the described empirical facts.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"49 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"131789690","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721603
D. Morrice, D. Wang, J. Bard, Luci K. Leykum, S. Noorily, Poornachand Veerapaneni
The process of preparing patients for outpatient surgery is information intensive. However, medical records are often fragmented among different providers and systems. As a result, the preoperative assessment process is frequently prolonged by missing information, potentially leading to surgery delay or cancellation. In this study, we simulate an anesthesiology pre-operative assessment clinic to quantify the impact of patient information deficiency and to assist in the development of a patient-centered surgical home to mitigate this problem through better system-wide coordination.
{"title":"A simulation analysis of a patient-centered surgical home to improve outpatient surgical processes of care and outcomes","authors":"D. Morrice, D. Wang, J. Bard, Luci K. Leykum, S. Noorily, Poornachand Veerapaneni","doi":"10.1109/WSC.2013.6721603","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721603","url":null,"abstract":"The process of preparing patients for outpatient surgery is information intensive. However, medical records are often fragmented among different providers and systems. As a result, the preoperative assessment process is frequently prolonged by missing information, potentially leading to surgery delay or cancellation. In this study, we simulate an anesthesiology pre-operative assessment clinic to quantify the impact of patient information deficiency and to assist in the development of a patient-centered surgical home to mitigate this problem through better system-wide coordination.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"220 ","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134545460","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721679
T. Rahm, R. Duhme, K. Sadri, M. Thewes, M. König
The planning of mechanized tunneling projects requires the consideration of complex constraints and project objectives. Process simulation provides a tool to virtually evaluate different concepts in changing environmental conditions. The consideration of uncertain influences is an essential task within the development of a holistic simulation model. Some aspects (e.g. technical disturbances) can be considered by application of a probability function. However, geotechnical constraints feature a fuzzy nature not well suited for a probabilistic approach. The authors present an approach based on Fuzzy Logic to integrate the performance related influence of wear of cutting tools on the advance rate. The approach is described in detail and demonstrated by an artificial example. Simulation experiments were performed to illustrate the influence of wear on the advance rate in the context of disturbances. This innovative approach to consider such an essential performance factor is another step towards a holistic simulation model of mechanized tunneling projects.
{"title":"Uncertainty modeling and simulation of tool wear in mechanized tunneling","authors":"T. Rahm, R. Duhme, K. Sadri, M. Thewes, M. König","doi":"10.1109/WSC.2013.6721679","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721679","url":null,"abstract":"The planning of mechanized tunneling projects requires the consideration of complex constraints and project objectives. Process simulation provides a tool to virtually evaluate different concepts in changing environmental conditions. The consideration of uncertain influences is an essential task within the development of a holistic simulation model. Some aspects (e.g. technical disturbances) can be considered by application of a probability function. However, geotechnical constraints feature a fuzzy nature not well suited for a probabilistic approach. The authors present an approach based on Fuzzy Logic to integrate the performance related influence of wear of cutting tools on the advance rate. The approach is described in detail and demonstrated by an artificial example. Simulation experiments were performed to illustrate the influence of wear on the advance rate in the context of disturbances. This innovative approach to consider such an essential performance factor is another step towards a holistic simulation model of mechanized tunneling projects.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"323 7","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"113998006","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721519
Gerd Wagner
We discuss two forms of user-interactive simulation: in exploratory simulation users may explore a system by means of interventions, and in participatory simulation they may participate in a multi-agent simulation scenario by controlling (or `playing') one of the agents. Exploratory simulation can be used by researchers for validating a simulation model and it can be used by students and trainees for learning the dynamics of a system by interacting with a simulation model of it. Participatory simulation allows dealing with simulation problems where one (or more) of the involved human roles cannot be modeled sufficiently faithfully and therefore have to be played by human actors that participate in simulation runs. We elaborate the concepts of exploratory and participatory simulation on a general, implementation-independent level. We also show how they can be implemented with the AOR Simulation (AORS 2012) platform based on the human-computer interaction paradigm of agent control.
{"title":"Exploratory and participatory simulation","authors":"Gerd Wagner","doi":"10.1109/WSC.2013.6721519","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721519","url":null,"abstract":"We discuss two forms of user-interactive simulation: in exploratory simulation users may explore a system by means of interventions, and in participatory simulation they may participate in a multi-agent simulation scenario by controlling (or `playing') one of the agents. Exploratory simulation can be used by researchers for validating a simulation model and it can be used by students and trainees for learning the dynamics of a system by interacting with a simulation model of it. Participatory simulation allows dealing with simulation problems where one (or more) of the involved human roles cannot be modeled sufficiently faithfully and therefore have to be played by human actors that participate in simulation runs. We elaborate the concepts of exploratory and participatory simulation on a general, implementation-independent level. We also show how they can be implemented with the AOR Simulation (AORS 2012) platform based on the human-computer interaction paradigm of agent control.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"45 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114584788","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721728
Anna Rotondo, J. Geraghty, P. Young
When inspection economies are implemented in multi-product, multi-stage, parallel processing manufacturing systems, there exists a significant risk of losing control of the monitoring efficacy of the sampling strategy adopted. For a product-based sampling decision limited to a particular station in a production segment, the randomness of the departure process and the merging of different product flows at the machines of the different stations subvert the regularity of deterministic sampling. The risk of not regularly monitoring any machine in the segment can be measured in terms of maximum number of consecutive unsampled items. In this study, the distribution of this measure at sampling station machines is developed for a production scenario characterized by one monitored product and an unmonitored flow and compared with the behavior of the same measure at non-sampling station machines. The prediction models illustrated prove fundamental pragmatic tools for quality management involved in sampling strategy-related decisions.
{"title":"Quality risk analysis at sampling stations crossed by one monitored product and an unmonitored flow","authors":"Anna Rotondo, J. Geraghty, P. Young","doi":"10.1109/WSC.2013.6721728","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721728","url":null,"abstract":"When inspection economies are implemented in multi-product, multi-stage, parallel processing manufacturing systems, there exists a significant risk of losing control of the monitoring efficacy of the sampling strategy adopted. For a product-based sampling decision limited to a particular station in a production segment, the randomness of the departure process and the merging of different product flows at the machines of the different stations subvert the regularity of deterministic sampling. The risk of not regularly monitoring any machine in the segment can be measured in terms of maximum number of consecutive unsampled items. In this study, the distribution of this measure at sampling station machines is developed for a production scenario characterized by one monitored product and an unmonitored flow and compared with the behavior of the same measure at non-sampling station machines. The prediction models illustrated prove fundamental pragmatic tools for quality management involved in sampling strategy-related decisions.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115453384","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721645
Douglas C. Shannon, Richard Marymee
This paper describes a simulation tool and trade study that models polar orbiting weather satellites, stored sensor data, downlinks to global receptors, and sensor data retrieval with sufficient fidelity to conduct design trades in autonomous satellite downlinks. This paper employs a stochastic rain model based on empirical rain data and a rain fade model for simulated data loss. Models have been implemented using the simulation tool ExtendSim with orbital data imported from Satellite Tool Kit (STK). The simulated satellite contacts and receptor environment are realistically modeled for data retrieval and lost data recovery.
{"title":"Simulating satellite downlink data loss and recovery due to rain attenuation","authors":"Douglas C. Shannon, Richard Marymee","doi":"10.1109/WSC.2013.6721645","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721645","url":null,"abstract":"This paper describes a simulation tool and trade study that models polar orbiting weather satellites, stored sensor data, downlinks to global receptors, and sensor data retrieval with sufficient fidelity to conduct design trades in autonomous satellite downlinks. This paper employs a stochastic rain model based on empirical rain data and a rain fade model for simulated data loss. Models have been implemented using the simulation tool ExtendSim with orbital data imported from Satellite Tool Kit (STK). The simulated satellite contacts and receptor environment are realistically modeled for data retrieval and lost data recovery.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"6 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123396679","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721516
A. Greenwood, P. Pawlewski, G. Bocewicz
This paper describes a diagramming methodology, referred to as an Object Flow Diagram (OFD), that is intended to be a key component in the conceptual design of a discrete-event simulation model. It provides an effective means for representing salient system elements and their relationships. It draws upon other popular system diagramming methods, such as IDEF0 and IDEF3, to bring the relevant aspects of these tools to the simulation modeler. It is intended to be easy to apply, with few symbols and constructs, yet robust and comprehensive enough to represent a wide variety of systems. It is simulation software neutral and thus provides a basis for model development in any language. A simple example is used to illustrate the approach. The methodology has been used in industry projects and in simulation courses.
{"title":"A conceptual design tool to facilitate simulation model development: Object flow diagram","authors":"A. Greenwood, P. Pawlewski, G. Bocewicz","doi":"10.1109/WSC.2013.6721516","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721516","url":null,"abstract":"This paper describes a diagramming methodology, referred to as an Object Flow Diagram (OFD), that is intended to be a key component in the conceptual design of a discrete-event simulation model. It provides an effective means for representing salient system elements and their relationships. It draws upon other popular system diagramming methods, such as IDEF0 and IDEF3, to bring the relevant aspects of these tools to the simulation modeler. It is intended to be easy to apply, with few symbols and constructs, yet robust and comprehensive enough to represent a wide variety of systems. It is simulation software neutral and thus provides a basis for model development in any language. A simple example is used to illustrate the approach. The methodology has been used in industry projects and in simulation courses.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121413670","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721469
Jin Fang, L. Hong
Models that are built to help make decisions usually involve input parameters, which need to be estimated statistically using data. However, submitting these estimated parameters directly to the model may result in biased decisions because the estimated parameters are biased or the model is nonlinear. We propose a new parameter estimator called Simulation-Based Inverse Estimator (SBIE) to link the statistical estimation and decision making together. The linkage is achieved by simulating the model and adjusting the estimated parameters such that the adjusted parameters can adapt to the specific model. We prove that SBIE can provide us with consistent and unbiased decisions under some conditions and this result is supported by numerical experiments in queuing models.
{"title":"Linking statistical estimation and decision making through simulation","authors":"Jin Fang, L. Hong","doi":"10.1109/WSC.2013.6721469","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721469","url":null,"abstract":"Models that are built to help make decisions usually involve input parameters, which need to be estimated statistically using data. However, submitting these estimated parameters directly to the model may result in biased decisions because the estimated parameters are biased or the model is nonlinear. We propose a new parameter estimator called Simulation-Based Inverse Estimator (SBIE) to link the statistical estimation and decision making together. The linkage is achieved by simulating the model and adjusting the estimated parameters such that the adjusted parameters can adapt to the specific model. We prove that SBIE can provide us with consistent and unbiased decisions under some conditions and this result is supported by numerical experiments in queuing models.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"122570238","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Today's 300mm semiconductor facilities rely almost completely on Automated Material Handling Systems (AMHS) to transport wafers to equipment and storage areas in the wafer fabrication plant (fab). As the cost of equipment increases and the process technology becomes more and more sensitive to delivery times between steps, AMHS performance has become increasingly important to overall factory performance. Current AMHS design methods focus primarily on optimizing the balance between AMHS cost and AMHS performance. Understanding the influence of AMHS performance on fab operations has become an area of focus during the design process. This paper proposes a methodology to correlate AMHS performance measurements with simulated fab performance measures using a linked AMHS-fab model. This methodology facilitates model setup, scenario modification, model linkage, and calculations of performance impact. A sample evaluation study demonstrates the validation and analysis process, and derives conclusions applicable during the AMHS design process.
{"title":"Methodology to evaluate the impact of AMHS design characteristics on operational fab performance","authors":"G. Gaxiola, David Wizelman","doi":"10.5555/2675983.2675870","DOIUrl":"https://doi.org/10.5555/2675983.2675870","url":null,"abstract":"Today's 300mm semiconductor facilities rely almost completely on Automated Material Handling Systems (AMHS) to transport wafers to equipment and storage areas in the wafer fabrication plant (fab). As the cost of equipment increases and the process technology becomes more and more sensitive to delivery times between steps, AMHS performance has become increasingly important to overall factory performance. Current AMHS design methods focus primarily on optimizing the balance between AMHS cost and AMHS performance. Understanding the influence of AMHS performance on fab operations has become an area of focus during the design process. This paper proposes a methodology to correlate AMHS performance measurements with simulated fab performance measures using a linked AMHS-fab model. This methodology facilitates model setup, scenario modification, model linkage, and calculations of performance impact. A sample evaluation study demonstrates the validation and analysis process, and derives conclusions applicable during the AMHS design process.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"62 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124194907","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-08DOI: 10.1109/WSC.2013.6721605
P. Einzinger, N. Popper, F. Breitenecker, N. Pfeffer, Reinhard Jung, G. Endel
In health care the reimbursement of medical providers is an important topic and can influence the overall outcome. We present the agent-based GAP-DRG model, which allows a comparison of reimbursement schemes in outpatient care. It models patients and medical providers as agents. In the simulation patients develop medical problems (i.e., diseases) and a need for medical services. This leads to utilization of medical providers. The reimbursement system receives information on the patients' visits via its generic interface, which facilitates an easy replacement. We describe the assumptions of the model in detail and show how it makes extensive use of available Austrian routine care data for its parameterization. The model design is optimized for utilizing as much of these data as possible. However, many assumptions have to be simplifications. Further work and detailed comparisons with health care data will provide insight on which assumptions are valid descriptions of the real process.
{"title":"The GAP-DRG model: Simulation of outpatient care for comparison of different reimbursement schemes","authors":"P. Einzinger, N. Popper, F. Breitenecker, N. Pfeffer, Reinhard Jung, G. Endel","doi":"10.1109/WSC.2013.6721605","DOIUrl":"https://doi.org/10.1109/WSC.2013.6721605","url":null,"abstract":"In health care the reimbursement of medical providers is an important topic and can influence the overall outcome. We present the agent-based GAP-DRG model, which allows a comparison of reimbursement schemes in outpatient care. It models patients and medical providers as agents. In the simulation patients develop medical problems (i.e., diseases) and a need for medical services. This leads to utilization of medical providers. The reimbursement system receives information on the patients' visits via its generic interface, which facilitates an easy replacement. We describe the assumptions of the model in detail and show how it makes extensive use of available Austrian routine care data for its parameterization. The model design is optimized for utilizing as much of these data as possible. However, many assumptions have to be simplifications. Further work and detailed comparisons with health care data will provide insight on which assumptions are valid descriptions of the real process.","PeriodicalId":223717,"journal":{"name":"2013 Winter Simulations Conference (WSC)","volume":"35 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125382461","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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